Systemic risk is one of the factors that became the concern of central banks in their function to maintain the stability in the financial sector. Due to the importance of this topic, there are many researchers, which focused their research on financial stability, especially focused on systemic risk. Interbank lending is one mechanism that can make shock, which is accepted by one bank spread to other banks (contagion). There are several researchers that focused their research on analyze the effect of interbank lending to systemic risk. However, there are a few researches that analyzed banking structure, including on the management of interbank lending, to the systemic risk. In this research, the author developed an agent-based simulation of the banking system to analyze the effect of banking structure, including on the management of interbank lending, to the systemic risk in economic downturn condition. From the simulation, banking system structure, including on the management of interbank lending, may give different effect on the different type of shock.